E-mini NASDAQ-100 Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 3,367.50 3,378.00 10.50 0.3% 3,342.25
High 3,382.50 3,380.00 -2.50 -0.1% 3,382.50
Low 3,357.00 3,357.75 0.75 0.0% 3,317.25
Close 3,367.00 3,376.75 9.75 0.3% 3,367.00
Range 25.50 22.25 -3.25 -12.7% 65.25
ATR 34.53 33.65 -0.88 -2.5% 0.00
Volume 58 32 -26 -44.8% 747
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,438.25 3,429.75 3,389.00
R3 3,416.00 3,407.50 3,382.75
R2 3,393.75 3,393.75 3,380.75
R1 3,385.25 3,385.25 3,378.75 3,378.50
PP 3,371.50 3,371.50 3,371.50 3,368.00
S1 3,363.00 3,363.00 3,374.75 3,356.00
S2 3,349.25 3,349.25 3,372.75
S3 3,327.00 3,340.75 3,370.75
S4 3,304.75 3,318.50 3,364.50
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 3,551.25 3,524.50 3,403.00
R3 3,486.00 3,459.25 3,385.00
R2 3,420.75 3,420.75 3,379.00
R1 3,394.00 3,394.00 3,373.00 3,407.50
PP 3,355.50 3,355.50 3,355.50 3,362.25
S1 3,328.75 3,328.75 3,361.00 3,342.00
S2 3,290.25 3,290.25 3,355.00
S3 3,225.00 3,263.50 3,349.00
S4 3,159.75 3,198.25 3,331.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,382.50 3,317.25 65.25 1.9% 31.00 0.9% 91% False False 97
10 3,382.50 3,228.50 154.00 4.6% 31.50 0.9% 96% False False 112
20 3,382.50 3,110.00 272.50 8.1% 36.00 1.1% 98% False False 170
40 3,382.50 3,073.25 309.25 9.2% 23.00 0.7% 98% False False 139
60 3,382.50 3,045.00 337.50 10.0% 16.25 0.5% 98% False False 93
80 3,382.50 2,946.50 436.00 12.9% 13.25 0.4% 99% False False 70
100 3,382.50 2,831.25 551.25 16.3% 11.25 0.3% 99% False False 57
120 3,382.50 2,831.25 551.25 16.3% 9.75 0.3% 99% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,474.50
2.618 3,438.25
1.618 3,416.00
1.000 3,402.25
0.618 3,393.75
HIGH 3,380.00
0.618 3,371.50
0.500 3,369.00
0.382 3,366.25
LOW 3,357.75
0.618 3,344.00
1.000 3,335.50
1.618 3,321.75
2.618 3,299.50
4.250 3,263.25
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 3,374.00 3,370.25
PP 3,371.50 3,363.75
S1 3,369.00 3,357.50

These figures are updated between 7pm and 10pm EST after a trading day.

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